NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	2.966	2.905	-0.061	-2.1%	3.000
High	2.977	2.937	-0.040	-1.3%	3.079
Low	2.892	2.866	-0.026	-0.9%	2.892
Close	2.906	2.923	0.017	0.6%	2.906
Range	0.085	0.071	-0.014	-16.5%	0.187
ATR	0.110	0.108	-0.003	-2.5%	0.000
Volume	168,142	126,404	-41,738	-24.8%	646,812

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.122	3.093	2.962
R3	3.051	3.022	2.943
R2	2.980	2.980	2.936
R1	2.951	2.951	2.930	2.966
PP	2.909	2.909	2.909	2.916
S1	2.880	2.880	2.916	2.895
S2	2.838	2.838	2.910
S3	2.767	2.809	2.903
S4	2.696	2.738	2.884

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.520	3.400	3.009
R3	3.333	3.213	2.957
R2	3.146	3.146	2.940
R1	3.026	3.026	2.923	2.993
PP	2.959	2.959	2.959	2.942
S1	2.839	2.839	2.889	2.806
S2	2.772	2.772	2.872
S3	2.585	2.652	2.855
S4	2.398	2.465	2.803

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.079	2.866	0.213	7.3%	0.076	2.6%	27%	False	True	136,166
10	3.166	2.771	0.395	13.5%	0.089	3.0%	38%	False	False	113,865
20	3.166	2.771	0.395	13.5%	0.086	2.9%	38%	False	False	100,456
40	3.166	2.767	0.399	13.7%	0.084	2.9%	39%	False	False	74,112
60	3.166	2.767	0.399	13.7%	0.084	2.9%	39%	False	False	59,522
80	3.166	2.767	0.399	13.7%	0.083	2.8%	39%	False	False	49,394
100	3.166	2.460	0.706	24.2%	0.079	2.7%	66%	False	False	41,939
120	3.166	2.460	0.706	24.2%	0.075	2.6%	66%	False	False	36,478

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.239
2.618	3.123
1.618	3.052
1.000	3.008
0.618	2.981
HIGH	2.937
0.618	2.910
0.500	2.902
0.382	2.893
LOW	2.866
0.618	2.822
1.000	2.795
1.618	2.751
2.618	2.680
4.250	2.564

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	2.916	2.949
PP	2.909	2.940
S1	2.902	2.932

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These figures are updated between 7pm and 10pm EST after a trading day.

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